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Mortgage-Backed Securities - OTTI - Significant Inputs and Assumptions (Detail) - Non-agency MBS
3 Months Ended
Mar. 31, 2017
Mar. 31, 2016
Weighted Average    
Investment Holdings [Line Items]    
Loss Severity 64.00% 58.00%
60 days delinquent 19.00% 20.00%
Credit Enhancement 22.00% 28.00%
3 Month CPR 12.00% 5.00%
12 Month CPR 10.00% 4.00%
Minimum    
Investment Holdings [Line Items]    
Loss Severity 63.00% 44.00%
60 days delinquent 11.00% 0.00%
Credit Enhancement 0.00% 0.00%
3 Month CPR 4.00% 0.00%
12 Month CPR 4.00% 4.00%
Maximum    
Investment Holdings [Line Items]    
Loss Severity 64.00% 79.00%
60 days delinquent 25.00% 40.00%
Credit Enhancement 37.00% 100.00%
3 Month CPR 24.00% 19.00%
12 Month CPR 19.00% 21.00%